+1,033.9%
FLEX vs HCA
+503.4%
+530.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +0.1% | +2.9% | -2.8% | -1.3% |
| 30D | -11.8% | +2.4% | -14.1% | -12.9% |
| 3M | -22.6% | +13.0% | -35.6% | -28.1% |
| 6M | +77.3% | -21.4% | +98.7% | +94.0% |
| YTD | +78.8% | -9.5% | +88.2% | +81.9% |
| 1Y | +86.1% | +7.5% | +78.5% | +72.7% |
| 3Y | +446.2% | +57.6% | +388.6% | +297.7% |
| 5Y | +689.7% | +71.1% | +618.6% | +426.4% |
| All | +1,033.9% | +503.4% | +530.5% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling